DesMoinesRecruiter Since 2001
the smart solution for Des Moines jobs

Market Risk Analyst

Company: Federal Home Loan Bank of Des Moines
Location: Des Moines
Posted on: November 26, 2022

Job Description:

  • Assist with the maintenance and upgrade of the Bank's risk management systems such as QRM and Principia.
  • Assist with reporting and validating FAS 115 and 133 prices and following up with vendors about price abnormalities.
  • Assist with the month-end valuation of the Bank's balance sheet including daily QRM market download and generating risk reports.
  • Assist with running long term income for the Bank and generating reports for analysis and attribution.
  • Support the preparation of Market Risk Committee (MRC), Enterprise Risk Committee (ERC), Board, Compliance reports and other reports related to the Bank's market risk exposure.
  • Perform daily Mortgage Partnership Finance (MPF) mortgage whole loan pricing and QRM market preparation.
  • Prepare reports for the monthly valuation discussion including investment price changes, hedge effectiveness results and market changes.
  • Provide support for ad hoc analysis related to the Bank's market risk exposures and testing and validation of data related to Bank-wide projects.
  • Comply with internal controls and regulations.Qualifications:
    • 1+ years of experience in financial analysis dealing with complex financial instruments and derivatives.
    • Strong analytical and computer skills in Excel, PowerPoint, Word and relational databases such as SQL and Access; programming skills preferred.
    • Ability to work in a team environment and to collaborate with internal staff.
    • Strong oral and written communication skills.
    • Master's Degree in Finance, Economics, Mathematics, Statistics or other quantitative or computing field.

Keywords: Federal Home Loan Bank of Des Moines, Des Moines , Market Risk Analyst, Professions , Des Moines, Iowa

Click here to apply!

Didn't find what you're looking for? Search again!

I'm looking for
in category
within


Log In or Create An Account

Get the latest Iowa jobs by following @recnetIA on Twitter!

Des Moines RSS job feeds